FORTRESS FIGHT: IREN-LC45 @ $31.40

BE SS: $56.50  |  CC-SS: $62.53  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 19:14

IREN-LC45 @ $31.40   UNDERWATER $25.10 (44.4% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $56.50  |  CC-SS: $62.53 (banked floor $62.15)  |  IV: HIGH  |  Accounts: Neville:0865

LC: $45 exp 2028-01-21 (entry $31.729/sh)
SP: $65 exp 2028-01-21 (entry $29.138/sh)
HP: $21 exp 2026-10-16 (entry $1.977/sh)

Economics

Max Loss$94,000(ND $3.00 + SW $44) x 2000
Normal income ref$9,188/mo95% ann ROI on ML
Hedge rolling cost$2,615/mo
Unrealized P&L$-60,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,594/mo
HEDGE COVER
$2,615/mo
NORMAL INCOME
$9,188/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $6,000
ML VELOCITY
10.2 mo to earn back $94,000
Deep drawdown confirmed: a CC at CC-SS $62.53 (probe: $65C 15d) brings only $40/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$792
Hole (after banked)
$59,308
was $60,100 · 1% earned back
Cycles closed
23
Credit in flight
$1,262
CC-SS · banked floor (info)
$62.53 → $62.15
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
20x $40.5C 31 Jul 2026U13190865$0.63$1,2622026-07-28
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 13 (live) · RSI 40 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 33 · %B 5 · hist falling (nightly)
LEVELS20W MA (bounce target) $46.53 (+48%) · daily UBB $45.82 · 1-wk expected move ±$6 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-27: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 17 contracts at $36 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($4,594/mo); it brings $4,781/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 19 × $33/8d for $9,548/mo, but breach risk rises to 37% (+14pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 19 × $38.50/8d (85% survival, $2,708/mo).
Downside anchor: the primary mortgages $43,828 (730% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 4.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 17 contracts realizes $-51,110 and cuts bleed by $2,223/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 20 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 7 Aug 2026 (8d) · sell 17 × $36, 77% survival, $4,781/mo (E[net] $1,232/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 8d17 × $3677%$4,781$1,232
E[net] arithmetic on the grand pick: keep $1,275 with probability 63%; on the 37% touch you roll, paying $2,855 to close and taking $1,589 back from the best priced door (net cash $1,267) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 8d · E[net] $1,232/mo 🏆 GRAND PICK

🎯 Engine pick: sell 17 × $36 (50% normal), 77% survival, breach 23%, $4,781/mo.
Stay at the pick. Stepping safer (the $37 rung (33% normal) lifts survival to 81% (breach 23% → 19%) for $1,631/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
IREN  spot $31.40 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge19 × $38.507 Aug8d22.6%85%hist 99%31%hist 18%+2pp$722$2,708-$2,074$44,937
Sell 19 × $38.50 22.6% OTM over spot $31.40 7 Aug 2026 (8d, $0.54 mid)
= $722 credit for the 8d cycle → $2,708/mo projected
Survival (stays ≤ $38.50)
85%
Breach risk
15%
POP (stays ≤ $39.04)
87%
EV / mo
$-312
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
33% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-1,467/mo
median; plan ~$-998/mo after 68% keep · $-12,000 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.4-4.0], measured ONLY among the 33% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
23%
Flat exit net (mid-life)
-$2,779
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$47 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.60/sh now → $1.84 mid-life (likely $1.74–$2.85)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$1.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 692 simulated challenges: the $38 strike is typically first touched on day 5 of 8, at $40 (overshoots $1.71). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3814 Aug 202611d left+$1.03/sh+$1,956
cycle +$2,678
[+$1,824…+$2,494] · 100% credit
66%
surv 55%
-$44,642 NOT
cap gain +$15,458
Reliable up-and-out (highest cap still free ≥60%)~$4421 Aug 202618d left+$0.26/sh+$497
cycle +$1,219
[-$76…+$964] · 68% credit
75%
surv 71%
-$36,926 NOT
cap gain +$23,174
Up-and-out for even (raise the cap, free)~$4014 Aug 202611d left+$0.07/sh+$125
cycle +$847
[-$426…+$516] · 47% credit
68%
surv 61%
-$43,598 NOT
cap gain +$16,502
Max even-money escape in the band~$4421 Aug 202618d left+$0.00/sh+$5
cycle +$727
[-$700…+$397] · 40% credit
76%
surv 72%
-$36,518 NOT
cap gain +$23,582
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4721 Aug 202618d left-$0.34/sh-$641
cycle +$81
[-$1,437…-$336] · 18% credit
81%
surv 78%
-$31,765 NOT
cap gain +$28,335
budget: banked $722 debit $641 (89% used ≈ 1.0 wk of income) → whole cycle still +$81 cash · rolled 19 ct earn ≈ $4,765/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,708/mo
vs 50% target ($4,594/mo)-41%
vs normal income ($9,188/mo)29% covered
Net income (after hedge)$102/mo
Downside budget
⚠ $38.50 is $24 below CC-SS $62.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,937
… as % of IC ($6,000)748.9%
… as % of ML ($94,000)47.8%
Recovery months (at normal income)4.9 mo
Surgical close (19 ct)$-57,399
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.38 collected) or spot ≥ $39.04 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $38)); NOT the premium you collected. Momentum override: two daily closes above $45.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $38.12Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$38-39.04
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $39.04
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$38.50 (1.1σ)$722$-46,598+$13,502+$627
+2.5%$39.46 (1.3σ)$-1,107$-46,695+$13,405-$1,202
+5%$40.43 (1.4σ)$-2,936$-46,791+$13,309-$3,031
SS (= V-bounce)$56.50 (3.9σ)$-33,478$-48,548+$11,552-$30,723
V-BOUNCE STRESS (stock → CC-SS $62.53, where you are whole again, by expiry)
Starting unrealized P&L: $-60,100
+ Fortress recovery (un-capped): +$56,030
− CC assignment net of premium (19 × $38.50): -$44,937
− Conservative CC assignment net of premium (1 × $55): -$748
Total Position P&L @ SS: $-49,755 (+$10,345 vs today)
Do-nothing baseline at SS: $-19,032 (this trade vs do-nothing: $-30,723, the opportunity cost of earning $2,708/mo FIGHT income now)
BB-reversion stress (→ $46.53 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,535, position total $-47,401 (+$12,699 vs today)
33% normal15 × $377 Aug8d17.8%81%hist 99%41%hist 28%+2pp$840$3,150-$1,631$37,456
Sell 15 × $37 17.8% OTM over spot $31.40 7 Aug 2026 (8d, $0.64 mid)
= $840 credit for the 8d cycle → $3,150/mo projected
Survival (stays ≤ $37)
81%
Breach risk
19%
POP (stays ≤ $37.63)
83%
EV / mo
$-344
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
32% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-1,388/mo
median; plan ~$-944/mo after 68% keep · $-11,211 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.3-4.7], measured ONLY among the 32% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
31%
Flat exit net (mid-life)
-$1,776
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$46 @ 81% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.46/sh now → $1.74 mid-life (likely $1.77–$2.78)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$1.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 925 simulated challenges: the $37 strike is typically first touched on day 4 of 8, at $39 (overshoots $1.61). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3714 Aug 202611d left+$0.97/sh+$1,458
cycle +$2,298
[+$1,346…+$1,840] · 100% credit
66%
surv 55%
-$47,702 NOT
cap gain +$12,398
Reliable up-and-out (highest cap still free ≥60%)~$4121 Aug 202618d left+$0.52/sh+$786
cycle +$1,626
[+$380…+$993] · 95% credit
74%
surv 69%
-$41,000 NOT
cap gain +$19,100
Max even-money escape in the band~$4221 Aug 202618d left+$0.19/sh+$286
cycle +$1,126
[-$230…+$482] · 55% credit
76%
surv 71%
-$39,700 NOT
cap gain +$20,400
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3914 Aug 202611d left+$0.04/sh+$61
cycle +$901
[-$416…+$236] · 40% credit
68%
surv 62%
-$46,225 NOT
cap gain +$13,875
Safety roll (pay small debit, max POP)~$4621 Aug 202618d left-$0.39/sh-$585
cycle +$255
[-$1,287…-$469] · 9% credit
81%
surv 79%
-$34,271 NOT
cap gain +$25,829
budget: banked $840 debit $585 (70% used ≈ 0.8 wk of income) → whole cycle still +$255 cash · rolled 15 ct earn ≈ $3,385/mo while parked; 5 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,150/mo
vs 50% target ($4,594/mo)-31%
vs normal income ($9,188/mo)34% covered
Net income (after hedge)$585/mo
Downside budget
⚠ $37 is $26 below CC-SS $62.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,456
… as % of IC ($6,000)624.3%
… as % of ML ($94,000)39.8%
Recovery months (at normal income)4.1 mo
Surgical close (15 ct)$-45,187
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.56 collected) or spot ≥ $37.63 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $37)); NOT the premium you collected. Momentum override: two daily closes above $45.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $36.63Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$37-37.63
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $37.63
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$37.00 (≤1σ, normal week)$840$-49,160+$10,940+$765
+2.5%$37.92 (1.0σ)$-547$-48,883+$11,217-$622
+5%$38.85 (1.2σ)$-1,935$-48,605+$11,495-$2,010
SS (= V-bounce)$56.50 (3.9σ)$-28,410$-44,060+$16,040-$26,235
V-BOUNCE STRESS (stock → CC-SS $62.53, where you are whole again, by expiry)
Starting unrealized P&L: $-60,100
+ Fortress recovery (un-capped): +$56,030
− CC assignment net of premium (15 × $37): -$37,456
− Conservative CC assignment net of premium (5 × $55): -$3,740
Total Position P&L @ SS: $-45,267 (+$14,833 vs today)
Do-nothing baseline at SS: $-19,032 (this trade vs do-nothing: $-26,235, the opportunity cost of earning $3,150/mo FIGHT income now)
BB-reversion stress (→ $46.53 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,455, position total $-46,301 (+$13,799 vs today)
🎯 50% normal17 × $367 Aug8d14.6%77%hist 96%49%hist 28%+4pp$1,275$4,781$43,828
Sell 17 × $36 14.6% OTM over spot $31.40 7 Aug 2026 (8d, $0.77 mid)
= $1,275 credit for the 8d cycle → $4,781/mo projected
Survival (stays ≤ $36)
77%
Breach risk
23%
POP (stays ≤ $36.77)
80%
EV / mo
$-311
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
30% whole by 9mo vs 26% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-981/mo
median; plan ~$-667/mo after 68% keep · $-8,144 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.3-3.7], measured ONLY among the 30% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
37%
Flat exit net (mid-life)
-$1,580
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$46 @ 83% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.37/sh now → $1.68 mid-life (likely $1.83–$2.81)≈ $0 at expiry  |  you banked $0.75/sh, so a flat mid-life exit nets -$0.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,117 simulated challenges: the $36 strike is typically first touched on day 4 of 8, at $38 (overshoots $1.65). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (17 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3614 Aug 202611d left+$0.93/sh+$1,589
cycle +$2,864
[+$1,369…+$1,939] · 100% credit
66%
surv 55%
-$48,947 NOT
cap gain +$11,153
Reliable up-and-out (highest cap still free ≥60%)~$4021 Aug 202618d left+$0.47/sh+$796
cycle +$2,071
[+$273…+$964] · 92% credit
74%
surv 69%
-$42,365 NOT
cap gain +$17,735
Max even-money escape in the band~$4121 Aug 202618d left+$0.14/sh+$246
cycle +$1,521
[-$403…+$356] · 41% credit
76%
surv 72%
-$41,115 NOT
cap gain +$18,985
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3814 Aug 202611d left+$0.02/sh+$41
cycle +$1,316
[-$554…+$136] · 31% credit
68%
surv 62%
-$47,620 NOT
cap gain +$12,480
Safety roll (pay small debit, max POP)~$4621 Aug 202618d left-$0.73/sh-$1,244
cycle +$31
[-$2,347…-$1,316] · 1% credit
83%
surv 81%
-$34,505 NOT
cap gain +$25,595
budget: banked $1,275 debit $1,244 (98% used ≈ 1.1 wk of income) → whole cycle still +$31 cash · rolled 17 ct earn ≈ $2,685/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,781/mo
vs 50% target ($4,594/mo)+4%
vs normal income ($9,188/mo)52% covered
Net income (after hedge)$2,196/mo
Downside budget
⚠ $36 is $27 below CC-SS $62.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,828
… as % of IC ($6,000)730.5%
… as % of ML ($94,000)46.6%
Recovery months (at normal income)4.8 mo
Surgical close (17 ct)$-51,110
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.75 collected) or spot ≥ $36.77 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $36)); NOT the premium you collected. Momentum override: two daily closes above $45.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $35.64Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$36-36.77
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $36.77
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$36.00 (≤1σ, normal week)$1,275$-50,535+$9,565+$1,190
+2.5%$36.90 (≤1σ, normal week)$-255$-50,445+$9,655-$340
+5%$37.80 (1.0σ)$-1,785$-50,355+$9,745-$1,870
SS (= V-bounce)$56.50 (3.9σ)$-33,575$-48,935+$11,165-$31,110
V-BOUNCE STRESS (stock → CC-SS $62.53, where you are whole again, by expiry)
Starting unrealized P&L: $-60,100
+ Fortress recovery (un-capped): +$56,030
− CC assignment net of premium (17 × $36): -$43,828
− Conservative CC assignment net of premium (3 × $55): -$2,244
Total Position P&L @ SS: $-50,142 (+$9,958 vs today)
Do-nothing baseline at SS: $-19,032 (this trade vs do-nothing: $-31,110, the opportunity cost of earning $4,781/mo FIGHT income now)
BB-reversion stress (→ $46.53 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$16,626, position total $-49,482 (+$10,618 vs today)
100% normal19 × $337 Aug8d5.1%63%hist 80%80%hist 59%+8pp$2,546$9,548+$4,766$53,563
Sell 19 × $33 5.1% OTM over spot $31.40 7 Aug 2026 (8d, $1.41 mid)
= $2,546 credit for the 8d cycle → $9,548/mo projected
Survival (stays ≤ $33)
63%
Breach risk
37%
POP (stays ≤ $34.41)
70%
EV / mo
$-2,107
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
39% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~7.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-250/mo
median; plan ~$-170/mo after 68% keep · $-1,754 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.6-4.4], measured ONLY among the 39% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
63%
Flat exit net (mid-life)
-$289
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$47 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.11/sh now → $1.49 mid-life (likely $1.99–$2.82)≈ $0 at expiry  |  you banked $1.34/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,884 simulated challenges: the $33 strike is typically first touched on day 3 of 8, at $35 (overshoots $1.64). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3314 Aug 202611d left+$0.83/sh+$1,569
cycle +$4,115
[+$1,245…+$1,523] · 100% credit
66%
surv 55%
-$53,106 NOT
cap gain +$6,994
Up-and-out for even (raise the cap, free)~$3414 Aug 202611d left+$0.57/sh+$1,088
cycle +$3,634
[+$679…+$936] · 100% credit
67%
surv 58%
-$52,512 NOT
cap gain +$7,588
Reliable up-and-out (highest cap still free ≥60%)~$3721 Aug 202618d left+$0.43/sh+$814
cycle +$3,360
[+$106…+$523] · 83% credit
74%
surv 69%
-$47,386 NOT
cap gain +$12,714
Max even-money escape in the band~$3821 Aug 202618d left+$0.02/sh+$29
cycle +$2,575
[-$928…-$374] · 11% credit
77%
surv 73%
-$45,471 NOT
cap gain +$14,629
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4721 Aug 202618d left-$0.99/sh-$1,879
cycle +$667
[-$3,572…-$2,550]
90%
surv 90%
-$32,078 NOT
cap gain +$28,022
budget: banked $2,546 debit $1,879 (74% used ≈ 0.9 wk of income) → whole cycle still +$667 cash · rolled 19 ct earn ≈ $1,594/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$9,548/mo
vs 50% target ($4,594/mo)+108%
vs normal income ($9,188/mo)104% covered
Net income (after hedge)$6,942/mo
Downside budget
⚠ $33 is $30 below CC-SS $62.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$53,563
… as % of IC ($6,000)892.7%
… as % of ML ($94,000)57.0%
Recovery months (at normal income)5.8 mo
Surgical close (19 ct)$-57,228
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.34 collected) or spot ≥ $34.41 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $33)); NOT the premium you collected. Momentum override: two daily closes above $45.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $32.67Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$33-34.41
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $34.41
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$33.00 (≤1σ, normal week)$2,546$-54,674+$5,426+$2,451
+2.5%$33.82 (≤1σ, normal week)$979$-54,757+$5,343+$884
+5%$34.65 (≤1σ, normal week)$-589$-54,839+$5,261-$684
SS (= V-bounce)$56.50 (3.9σ)$-42,104$-57,174+$2,926-$39,349
V-BOUNCE STRESS (stock → CC-SS $62.53, where you are whole again, by expiry)
Starting unrealized P&L: $-60,100
+ Fortress recovery (un-capped): +$56,030
− CC assignment net of premium (19 × $33): -$53,563
− Conservative CC assignment net of premium (1 × $55): -$748
Total Position P&L @ SS: $-58,381 (+$1,719 vs today)
Do-nothing baseline at SS: $-19,032 (this trade vs do-nothing: $-39,349, the opportunity cost of earning $9,548/mo FIGHT income now)
BB-reversion stress (→ $46.53 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$23,161, position total $-56,027 (+$4,073 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on IREN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (27 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 27 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.900 (fallback)  |  Recovery@SS: +$56,030 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-19,032

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$368d7 Aug 2026$0.7517/20$4,781$2,19677%80%$-311-$43,828730.5%$-50,142 (vs do-nothing $-31,110)
$35.508d7 Aug 2026$0.8016/20$4,800$2,22575%79%$-625-$41,969699.5%$-49,032 (vs do-nothing $-30,000)
$358d7 Aug 2026$0.8814/20$4,620$2,06573%77%$-745-$37,311621.9%$-45,870 (vs do-nothing $-26,838)
$34.508d7 Aug 2026$0.7517/20$4,781$2,19671%75%$-2,570-$46,378773.0%$-52,692 (vs do-nothing $-33,660)
$35.5022d21 Aug 2026$1.9018/20$4,664$2,06870%76%$-515-$45,236753.9%$-50,802 (vs do-nothing $-31,770)
$3515d14 Aug 2026$1.4317/20$4,862$2,27770%75%$-835-$44,372739.5%$-50,686 (vs do-nothing $-31,654)
$3522d21 Aug 2026$2.0217/20$4,683$2,09769%75%$-547-$43,369722.8%$-49,683 (vs do-nothing $-30,651)
$348d7 Aug 2026$1.0912/20$4,905$2,37068%74%$-938-$32,929548.8%$-42,984 (vs do-nothing $-23,952)
$34.5015d14 Aug 2026$1.3318/20$4,788$2,19368%74%$-1,780-$48,062801.0%$-53,628 (vs do-nothing $-34,596)
$34.5022d21 Aug 2026$2.1516/20$4,691$2,11667%74%$-569-$41,409690.2%$-48,472 (vs do-nothing $-29,440)
$3415d14 Aug 2026$1.5116/20$4,832$2,25766%73%$-1,518-$43,233720.6%$-50,296 (vs do-nothing $-31,264)
$33.508d7 Aug 2026$1.2111/20$4,991$2,46666%72%$-1,028-$30,603510.0%$-41,406 (vs do-nothing $-22,374)
$3422d21 Aug 2026$1.9618/20$4,811$2,21666%72%$-1,509-$47,828797.1%$-53,394 (vs do-nothing $-34,362)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$33.5015d14 Aug 2026$1.4117/20$4,794$2,20964%72%$-2,433-$46,956782.6%$-53,270 (vs do-nothing $-34,238)
$33.5022d21 Aug 2026$2.1816/20$4,756$2,18164%72%$-1,122-$42,961716.0%$-50,024 (vs do-nothing $-30,992)
$338d7 Aug 2026$1.3410/20$5,025$2,51063%70%$-1,109-$28,191469.8%$-39,742 (vs do-nothing $-20,710)
$3315d14 Aug 2026$1.6415/20$4,920$2,35562%70%$-1,997-$41,836697.3%$-49,647 (vs do-nothing $-30,615)
$3322d21 Aug 2026$2.1416/20$4,669$2,09462%71%$-1,627-$43,825730.4%$-50,888 (vs do-nothing $-31,856)
$32.5022d21 Aug 2026$2.5114/20$4,792$2,23661%70%$-1,105-$38,529642.2%$-47,088 (vs do-nothing $-28,056)
$3222d21 Aug 2026$2.6813/20$4,751$2,20659%69%$-1,105-$36,206603.4%$-45,513 (vs do-nothing $-26,481)
$3215d14 Aug 2026$2.2711/20$4,994$2,46958%68%$-950-$31,087518.1%$-41,890 (vs do-nothing $-22,858)
$328d7 Aug 2026$1.638/20$4,890$2,39558%67%$-1,229-$23,121385.3%$-36,168 (vs do-nothing $-17,136)
$31.5022d21 Aug 2026$3.0512/20$4,991$2,45657%68%$-783-$33,577559.6%$-43,632 (vs do-nothing $-24,600)
$3122d21 Aug 2026$3.3011/20$4,950$2,42555%67%$-699-$31,054517.6%$-41,857 (vs do-nothing $-22,825)
$31.508d7 Aug 2026$1.548/20$4,620$2,12555%64%$-2,185-$23,593393.2%$-36,640 (vs do-nothing $-17,608)
$3115d14 Aug 2026$2.709/20$4,860$2,35554%66%$-809-$25,948432.5%$-38,247 (vs do-nothing $-19,215)
$318d7 Aug 2026$1.997/20$5,224$2,73852%63%$-1,378-$20,679344.6%$-34,474 (vs do-nothing $-15,442)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 20 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-07-30 19:14